Indeed, the Master System and the Game Gear are in the same hardware family. The MasterGear adapter (allows for the playing of SMS games on a Game Gear) is more or less a pass-thru device.*

*The MasterGear was both officially released by Sega and also licensed to other companies. It therefore was called different things by different companies. Still just a pass-thru device though (not compatible with the Game Gear Majesco released under license in 2000).